Hello my Dear colleagues. can someone explain to me(maybe by way of an example) what is aggregation risk in the context of derivatives. I saw this in the list on the risks involved in the use of derivatives(market risk management chapter)
Hmm. So its simply a combination of various risks borne purely from the use of derivatives? Is it by any way similar to aggregate risk as defined in this link http://www.investopedia.com/terms/a/aggregate-risk.asp